V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:8.04% (-0.20%)

Analysis last updated: Thursday, May 2, 2024 at 10:03 AM UTC

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM
paramt-stat
ω0.01442.30
α0.239120.35
β0.7566231.74
Estimation Period:
Oct 5, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts